Keys, Sub Keys and DWORDS can be created if you are careful: -

1. Note that reg changes are done in real time. This means that the change happens as-you-type and you do not get the chance to 'discard changes' so be careful.
2. Save the registry file just in case or do a full backup before doing any reg changes.
3. R-Click on 'Office' and select New/Key and type in the Key name '9.0' (ignore ' ' marks) and OK it.
4. R-Click on new key '9.0' and select New/Key and type in the Key name 'Common' and OK it.
5. R-Click on new key 'Common' and select New/Key and type in the Key name 'Internet' and OK it.
6. R-Click on new key 'Internet' and select New/DWORD (32-bit) Value and type in the DWORD name 'ForceShellExecute' (No spaces) and OK it.
7. Double-click on new DWORD 'ForceShellExecute' and change its value to 1 then OK it.
8. Exit the registry editor.

Note that changes need a restart to take effect. That's 'Restart' not 'Shutdown'.